Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 7.62% 0.12 CHF 0.13 CHF 400'000 400'000 408'769 408'769 51'625 CHF 55'712 CHF 99.39% 99.39%
19.11.2024 8.59% 0.12 CHF 0.13 CHF 425'000 425'000 464'394 464'394 51'725 CHF 56'369 CHF 99.26% 99.26%
18.11.2024 6.64% 0.14 CHF 0.15 CHF 350'000 350'000 359'532 359'532 52'334 CHF 55'929 CHF 99.31% 99.31%
15.11.2024 5.87% 0.16 CHF 0.17 CHF 325'000 325'000 309'239 309'239 51'202 CHF 54'294 CHF 99.39% 99.39%
14.11.2024 5.80% 0.18 CHF 0.19 CHF 300'000 300'000 313'701 313'701 52'536 CHF 55'673 CHF 99.35% 99.35%
13.11.2024 5.80% 0.16 CHF 0.17 CHF 350'000 350'000 312'902 312'902 52'408 CHF 55'537 CHF 99.37% 99.37%
12.11.2024 4.73% 0.19 CHF 0.20 CHF 275'000 275'000 256'818 256'818 53'061 CHF 55'629 CHF 99.04% 99.04%
11.11.2024 4.57% 0.21 CHF 0.22 CHF 250'000 250'000 249'458 249'458 53'364 CHF 55'859 CHF 99.28% 99.28%
08.11.2024 3.87% 0.25 CHF 0.26 CHF 200'000 200'000 205'044 205'044 51'889 CHF 53'939 CHF 99.38% 99.38%
07.11.2024 2.32% 0.38 CHF 0.39 CHF 125'000 125'000 127'933 127'933 54'637 CHF 55'917 CHF 99.26% 99.26%

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